Leeds were beaten 1-0 on Saturday night, thanks to Antoine Semenyo's goal just on halftime.
“Against top-quality opposition like that, you have to take your chances,” said Calvert-Lewin afterwards. “Obviously, I had a big chance early on. I back myself to put those away so I accept responsibility for that.
“That is my job and I know that perhaps it would have been a bit of a different game if we would have taken our chances early on.
“You have got to take your chances against them because they are a machine. They just keep going and going, just churning it out and putting on pressure.
“And to concede at the time that we did, right in the last seconds of the first half, makes it difficult for ourselves and that is the way it goes. It is the best league in the world and the most ruthless league in the world.
“But it is not all doom and gloom. We have just played against one of the best teams in the Premier League and we can take confidence from the way that we did play.
“We are confident in what we have in the dressing room, the way that we are playing and the run that we have been on. We must take confidence from that and we just have to keep looking day by day, step by step and game by game.”